Let $\mathcal{F}$ be a coherent analytic sheaf over some open subset of $U ⊆ \mathbb{C}^n$. I read in a book that if $p \in U$ then the subsheaf $\mathcal{G}$ defined by \begin{equation} \mathcal{G}(V) = \left\{s \in \mathcal{F} ~\middle|~ s|_{V ∖ \{p\}} = 0\right\} \end{equation} is a coherent subsheaf. How can you see this?
One idea: It is my understanding that "finite-dimensional skyscrapers" supported at a point are coherent. That is, you have a $\mathcal{O}_p$-module $M$ that is finite-dimensional as a $\mathbb{C}$-vector space and you consider the sheaf \begin{equation} V \mapsto \begin{cases} M & p \in V \\ 0 & p \not\in V \end{cases} \end{equation} So it would be sufficient to check that $\mathcal{G}_p$ is finite-dimensional. For this I think it would suffice to show that $\mathfrak{m}^k \mathcal{G}_p = 0$ for sufficiently large $k$.
your understanding is right, skyscrapers of finite dimensional vector spaces are coherent! That is, if you define skyscraper sheaves to be coherent in the first place (see also here).
Generally you should think of a coherent skyscraper sheaf as a finitely generated $\mathcal{O}_{X,p}$-module $\mathbf{M}$ over a point $i: \{p\} \hookrightarrow X$ and you get the coherent sheaf of $\mathcal{O}_X$- modules on $X$ by considering $ i_*\mathbf{M}$ on $X$.
Check that $\mathcal{G}_q = 0$ if $q \neq p$. Indeed, $\mathcal{G}_q = \underset{\longrightarrow}\lim \mathcal{G}(V)$ where $V$ ranges over opens in $U$ containing $q$. Now if $q$ and $p$ are distinct then you can always find opens $V$ not containing $p$, hence $\mathcal{G}(V)\equiv 0 $ there after passing to the limit, so $\mathcal{G}_q = 0$ for $q\neq p$.
Now $\mathcal{G}_p$ is a $\mathbf{C}$-subspace of $H^0(\mathcal{F}_p)=Hom(\mathcal{O}_p,\mathcal{F}_p)\cong Hom(\mathcal{O}_X,i_*A)$ where $A$ is the $\mathcal{O}_p$-module $\mathcal{F}_p$ seen as a skyscraper sheaf over $p$ which is again coherent hence has finite dimensional global sections over a point.
The last equality uses that talking stalks and skyscrapers are adjoint.
Edit: Concerning the confusion regarding $\mathcal{F}_p$: $\mathcal{F_p}/({\mathcal{F}_p}m_p)$ is finite dimensional vector space and any basis lifts to a minimal generating set of $\mathcal{F}_p$ (that is Nakayamas lemma) which are precisely the elements of $H^0(\mathcal{F}_p)$.